+166.9%
VEA vs DTE
+561.8%
-395.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.6% |
| 7D | -2.1% | -2.0% | -0.1% | -1.0% |
| 30D | -1.1% | -2.4% | +1.3% | +0.1% |
| 3M | +5.1% | -7.3% | +12.4% | +8.9% |
| 6M | +9.8% | -7.6% | +17.4% | +13.6% |
| YTD | +15.9% | +5.8% | +10.1% | +11.4% |
| 1Y | +24.6% | +2.3% | +22.2% | +21.6% |
| 3Y | +75.5% | +45.0% | +30.5% | +39.3% |
| 5Y | +59.4% | +33.2% | +26.2% | +30.0% |
| 10Y | +160.3% | +141.4% | +18.9% | +34.7% |
| All | +166.9% | +561.8% | -395.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling